Or that little voice in her ear might literally be her sister, who noticed Dawn's absence several minutes ago. She doesn't want to smother Dawn. She knows that her sister is older, that she has to start giving her some space, even if she doesn't want to admit it. However, she also knows that this place can be dangerous, particularly the doors, and she knows how her sister attracts danger. Buffy is not leaving much to chance.

Cue one big sister popping up behind Dawn. "Seriously? Do you know how many levels of 'go wrong' that is?"